Enron Mail

From:kenneth.shulklapper@enron.com
To:stephen.harrington@enron.com
Subject:Enron Storage Model
Cc:matt.smith@enron.com
Bcc:matt.smith@enron.com
Date:Wed, 23 Aug 2000 01:35:00 -0700 (PDT)

Steve,

as we have discussed, I want to develop a model that can be used to
determine the actual value of storage by looking at deals done in the past.
In doing this, I need the model to be able to pull historical curves from
Oracle by basis location. It will need to pull Interest Rate, Gas Daily,
Balance of the month (Swing Swap), Nymex and Basis.

Once all of the pricing curves are pulled, the model will make daily
decisions based on price relative to each other to buy, sell or hold.

This will probably be an extensive project so see about the pulling of the
curves first, and we can move forward from there. Please call either myself
or Matt Smith with any questions.

Ken
3-7009